E-mini S&P 500 Future June 2012

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	1,206.00	1,198.75	-7.25	-0.6%	1,171.50
High	1,215.50	1,204.50	-11.00	-0.9%	1,209.00
Low	1,191.75	1,182.75	-9.00	-0.8%	1,152.00
Close	1,195.50	1,198.75	3.25	0.3%	1,208.00
Range	23.75	21.75	-2.00	-8.4%	57.00
ATR	30.16	29.56	-0.60	-2.0%	0.00
Volume	3	5	2	66.7%	139

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,260.50	1,251.50	1,210.75
R3	1,238.75	1,229.75	1,204.75
R2	1,217.00	1,217.00	1,202.75
R1	1,208.00	1,208.00	1,200.75	1,209.50
PP	1,195.25	1,195.25	1,195.25	1,196.25
S1	1,186.25	1,186.25	1,196.75	1,188.00
S2	1,173.50	1,173.50	1,194.75
S3	1,151.75	1,164.50	1,192.75
S4	1,130.00	1,142.75	1,186.75

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	1,360.75	1,341.25	1,239.25
R3	1,303.75	1,284.25	1,223.75
R2	1,246.75	1,246.75	1,218.50
R1	1,227.25	1,227.25	1,213.25	1,237.00
PP	1,189.75	1,189.75	1,189.75	1,194.50
S1	1,170.25	1,170.25	1,202.75	1,180.00
S2	1,132.75	1,132.75	1,197.50
S3	1,075.75	1,113.25	1,192.25
S4	1,018.75	1,056.25	1,176.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1,219.25	1,175.25	44.00	3.7%	30.25	2.5%	53%	False	False	30
10	1,219.25	1,134.25	85.00	7.1%	26.75	2.2%	76%	False	False	18
20	1,219.25	1,057.50	161.75	13.5%	31.75	2.6%	87%	False	False	20
40	1,219.25	1,057.50	161.75	13.5%	24.50	2.1%	87%	False	False	16

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	6.20
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1,297.00
2.618	1,261.50
1.618	1,239.75
1.000	1,226.25
0.618	1,218.00
HIGH	1,204.50
0.618	1,196.25
0.500	1,193.50
0.382	1,191.00
LOW	1,182.75
0.618	1,169.25
1.000	1,161.00
1.618	1,147.50
2.618	1,125.75
4.250	1,090.25

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	1,197.00	1,198.00
PP	1,195.25	1,197.25
S1	1,193.50	1,196.50

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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